Almost complete convergence of the functional local linear estimator of the expectile regression for data missing at random

In this article, the authors investigate the properties of a local linear estimator for the expectile regression function in scenarios where the scalar response variable is missing at random, and the covariate is a functional variable. The study addresses the challenge of estimating the expectile regression function when the response variable is not fully observed, a common issue in statistical analysis where missing data can significantly impact the accuracy of predictions and inferences. The key contribution of the paper lies in the establishment of the almost complete convergence of the proposed estimator. This convergence resultis derived under a set of appropriate conditions, ensuring that the estimator approaches the true expectile regression function with a probability tending to wards one as the sample size increases. The authors provide a rigorous theoretical foundation for this convergence, including assumptions about the smoothness of the functional covariate and the randomness of the missing data mechanism. To demonstrate the practical applicability of their method, the authors conduct a comprehensive simulation study. This study compares the performance of their local linear estimator with other existing methods in terms of bias, variance, and convergence speed. The simulation resultshighlight the effectiveness of the proposed approach, especially in settings where the response variable is partially missing and the covariates are functional in nature.